加权和线性过程的渐近正态性  

Asymptotic Normality for Weighted Sums of Linear Processes

作　　者：蔡光辉[1] 应雪海 徐君[1] CAI Guanghui;YING Xuehai;XU Jun(College of Statistics and Mathematics,Zhejiang Gongshang University,Hangzhou,Zhejiang,310018,P.R.China)

机构地区：[1]浙江工商大学统计与数学学院,杭州浙江310018

出　　处：《数学进展》2020年第1期95-100,共6页Advances in Mathematics（China）

基　　金：Supported by NSFC(No.11101364);Natural Science Foundation of Zhejiang Province(No.LY17A010003);Zhejiang First-class Discipline A(Statistics of Zhejiang Gongshang University)。

摘　　要：本文建立了α-混合序列情形的加权和平稳线性过程的渐近正态性.获得的结论基于最少的权条件.所得结论将Abadir等[Econometric Theory,2014,30(1):252-284]中的结论推广至α-混合序列情形.We establish asymptotic normality of weighted sums of stationary linear processes when the innovations in the linear process areα-mixing sequences.The results are obtained under minimal conditions on the weights.The results obtained generalize the results of Abadir et al.[Econometric Theory,2014,30(1):252-284]toα-mixing sequences.

关 键 词：加权和 线性过程 中心极限定理 Α-混合 

分 类 号：O211.4[理学—概率论与数理统计]